1. Drilling the wells is not actually that expensive depending where you are.
For me, 3 300 ft wells, bored, piped, and grouted, was about 5k.
2. The units can be gotten for that price with install.
You need to take into account the fact that they are significantly more efficient at both heating, and cooling, and hot water, over their lifetime.
(also, their specs and submittal data usually have real numbers, giving you mappings from incoming water temperature/etc to EER, not BS numbers like most outdoor air A/C units)
They would also be cheaper if they sold more of them :)
3. The units are much easier to keep working, and pretty much never die. They are made much better than the average heat pump. As for your coils, yeah, doing horizontal loops is not a good plan in most cases, though cheaper.
With the 30% federal tax credit that used to exist, a state tax credit, etc, i paid 10k all told.
I made that back in 2 years (the electric bill in the winter went from 600 a month to 100. Yes, the heat pump was functioning properly)
In areas of the country where well drilling is more common, it's a great option. I wouldn't do it in say, the bay area.
But note: none of the wells have to be that expensive to drill, and in fact, when done during new construction, they are often really cheap.
It's just a matter of, in various parts of the country, limited set of people have well drilling rigs because it's not that common. So part of the cost may be "having some guys drive a well drilling rig 5-6 hours to come handle it"